First, make sure you’ve enabled the ratings for comments in your admin’s dashboard. Once you sure it’s enabled, but still doesn’t work, a common cause can be that your theme isn’t using comment_text() to display the comments text. A common mistake by theme developers is the use of get_comment_text() instead of comment_text(). Try to switch between those and it should fix the issue. If you are awesome, contact the theme developer and let him know about the issue so he can fix it for everyone else.